Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48304.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46608.2 Kr¶

PnL: ---------------------------------------> 251.2 Kr¶

DD now: ---------------------------------> -9.065 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 09:59:31.700346'

Anic Portfolio¶

Today¶

Return: -0.339 %¶

This Week¶

Return: 0.149 %¶

Total portfolio value¶

Return including deposits: 58.138 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -0.080000 5825.780000 112.780000 1.970000 5713.000530
Vitec Software Group B 2 -0.420000 1186.000000 99.000000 9.110000 1087.000000
Lindab International 35 0.000000 5687.500000 94.500000 1.690000 5593.000000
NP3 Fastigheter 32 -1.740000 5779.200000 82.200000 1.440000 5697.000000
Tethys Oil 109 1.200000 5954.670000 43.670000 0.740000 5911.000022
Investor B 27 -1.330000 5722.650000 31.650000 0.560000 5691.000006
Volvo B 25 -0.090000 5680.000000 -63.000000 -1.100000 5743.000000
AQ Group 12 -0.690000 5190.000000 -73.000000 -1.390000 5262.999996
Volvo A 24 -0.170000 5582.400000 -76.600000 -1.350000 5659.000008
TOTAL 46608.200000 251.200000 -9.0653% 46357.000562

Updated:¶

'2023-08-11 09:59:49.319338'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶